-30.1%
BABA vs SEDG
-92.1%
+62.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.8% |
| 7D | +3.8% | -8.4% | +12.2% | +4.5% |
| 30D | -5.4% | -14.1% | +8.7% | -4.2% |
| 3M | -17.9% | -12.9% | -5.0% | -17.4% |
| 6M | -24.1% | -33.0% | +9.0% | -23.5% |
| YTD | -27.4% | -4.1% | -23.3% | -32.1% |
| 1Y | -36.1% | -30.9% | -5.2% | -37.8% |
| 3Y | +35.4% | -60.7% | +96.0% | +30.2% |
| 5Y | -30.1% | -92.1% | +62.0% | -1.9% |
| All | -30.1% | -92.1% | +62.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling